A Direct Finite Difference Method for Optimal Control Problems.
LOUISIANA STATE UNIV BATON ROUGE DEPT OF CHEMICAL ENGINEERING
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The paper describes an approximate numerical method for solution of optimal control problems. It is called a direct method because it deals directly with the functional to be optimized. The approach is based on the Rayleigh-Ritz method for problems in the calculus of variations. It reduces the determination of an optimal control to the solution of a set of simultaneous algebraic equations. Use of a modified Newton algorithm makes it possible to solve these equations rapidly with a relatively small amount of computer memory. The method is illustrated by application to linear and nonlinear problems of optimal operation of chemical reactors. Author
- Theoretical Mathematics